\documentclass[12pt]{article}
\usepackage{rotating}
\begin{document}
\footnotesize
\begin{sidewaystable}
Price response to supply shock
\vspace*{1em}

\begin{tabular}{l|ll|lll|lll|lll}\hline
 & & & \multicolumn{9}{|c}{posterior for $\theta$} \\ \cline{4-12} 
 & & & \multicolumn{3}{|c|}{using prior 1} &  \multicolumn{3}{|c|}{using prior 2} & \multicolumn{3}{|c}{using prior 3} \\ \cline{4-12}
 $\rho$ & \multicolumn{2}{|c|}{identified set} & mean & \multicolumn{2}{c|}{90\% CI} & mean & \multicolumn{2}{c|}{90\% CI} & mean & \multicolumn{2}{c}{90\% CI} \\ \hline 
-0.999 & [-1.000, & -0.999] & -1.000 & [-1.000, & -0.999] & -1.000 & [-1.000, & -0.999] & -1.000 & [-1.000, & -0.999] \\ \hline 
-0.990 & [-1.000, & -0.990] & -0.997 & [-1.000, & -0.991] & -0.997 & [-1.000, & -0.991] & -0.997 & [-1.000, & -0.991] \\ \hline 
-0.900 & [-1.000, & -0.900] & -0.967 & [-1.000, & -0.910] & -0.964 & [-1.000, & -0.908] & -0.970 & [-1.000, & -0.912] \\ \hline 
-0.500 & [-1.000, & -0.500] & -0.827 & [-0.999, & -0.545] & -0.805 & [-0.997, & -0.536] & -0.874 & [-0.999, & -0.583] \\ \hline 
0.000 & [-1.000, &  0.000] & -0.637 & [-0.997, & -0.079] & -0.590 & [-0.993, & -0.067] & -0.794 & [-0.999, & -0.248] \\ \hline 
0.500 & [-0.866, &  0.000] & -0.477 & [-0.839, & -0.052] & -0.460 & [-0.834, & -0.049] & -0.589 & [-0.852, & -0.128] \\ \hline 
0.900 & [-0.436, &  0.000] & -0.222 & [-0.416, & -0.023] & -0.221 & [-0.415, & -0.023] & -0.253 & [-0.422, & -0.035] \\ \hline 
0.990 & [-0.141, &  0.000] & -0.071 & [-0.134, & -0.007] & -0.071 & [-0.134, & -0.007] & -0.074 & [-0.135, & -0.008] \\ \hline 
0.999 & [-0.045, &  0.000] & -0.022 & [-0.043, & -0.002] & -0.022 & [-0.043, & -0.002] & -0.023 & [-0.043, & -0.002] \\ \hline 
\end{tabular}

\vspace*{2em}
Price response to demand shock
\vspace*{1em}

\begin{tabular}{l|ll|lll|lll|lll}\hline
 & & & \multicolumn{9}{|c}{posterior for $\theta$} \\ \cline{4-12} 
 & & & \multicolumn{3}{|c|}{using prior 1} &  \multicolumn{3}{|c|}{using prior 2} & \multicolumn{3}{|c}{using prior 3} \\ \cline{4-12}
 $\rho$ & \multicolumn{2}{|c|}{identified set} & mean & \multicolumn{2}{c|}{90\% CI} & mean & \multicolumn{2}{c|}{90\% CI} & mean & \multicolumn{2}{c}{90\% CI} \\ \hline 
-0.999 & [ 0.000, &  0.045] &  0.022 & [ 0.002, &  0.043] &  0.022 & [ 0.002, &  0.042] &  0.022 & [ 0.002, &  0.042] \\ \hline 
-0.990 & [ 0.000, &  0.141] &  0.071 & [ 0.007, &  0.134] &  0.072 & [ 0.007, &  0.134] &  0.069 & [ 0.007, &  0.134] \\ \hline 
-0.900 & [ 0.000, &  0.436] &  0.221 & [ 0.023, &  0.415] &  0.233 & [ 0.026, &  0.418] &  0.207 & [ 0.019, &  0.411] \\ \hline 
-0.500 & [ 0.000, &  0.866] &  0.477 & [ 0.052, &  0.839] &  0.517 & [ 0.071, &  0.844] &  0.394 & [ 0.033, &  0.812] \\ \hline 
0.000 & [ 0.000, &  1.000] &  0.637 & [ 0.078, &  0.997] &  0.688 & [ 0.114, &  0.998] &  0.470 & [ 0.038, &  0.969] \\ \hline 
0.500 & [ 0.500, &  1.000] &  0.827 & [ 0.545, &  0.999] &  0.838 & [ 0.552, &  0.999] &  0.760 & [ 0.524, &  0.992] \\ \hline 
0.900 & [ 0.900, &  1.000] &  0.966 & [ 0.910, &  1.000] &  0.967 & [ 0.910, &  1.000] &  0.959 & [ 0.907, &  0.999] \\ \hline 
0.990 & [ 0.990, &  1.000] &  0.997 & [ 0.991, &  1.000] &  0.997 & [ 0.991, &  1.000] &  0.996 & [ 0.991, &  1.000] \\ \hline 
0.999 & [ 0.999, &  1.000] &  1.000 & [ 0.999, &  1.000] &  1.000 & [ 0.999, &  1.000] &  1.000 & [ 0.999, &  1.000] \\ \hline 
\end{tabular}
\end{sidewaystable}
\clearpage
\begin{sidewaystable}
Quantity response to supply shock
\vspace*{1em}

\begin{tabular}{l|ll|lll|lll|lll}\hline
 & & & \multicolumn{9}{|c}{posterior for $\theta$} \\ \cline{4-12} 
 & & & \multicolumn{3}{|c|}{using prior 1} &  \multicolumn{3}{|c|}{using prior 2} & \multicolumn{3}{|c}{using prior 3} \\ \cline{4-12}
 $\rho$ & \multicolumn{2}{|c|}{identified set} & mean & \multicolumn{2}{c|}{90\% CI} & mean & \multicolumn{2}{c|}{90\% CI} & mean & \multicolumn{2}{c}{90\% CI} \\ \hline 
-0.999 & [ 0.999, &  1.000] &  1.000 & [ 0.999, &  1.000] &  1.000 & [ 0.999, &  1.000] &  1.000 & [ 0.999, &  1.000] \\ \hline 
-0.990 & [ 0.990, &  1.000] &  0.997 & [ 0.991, &  1.000] &  0.997 & [ 0.991, &  1.000] &  0.997 & [ 0.991, &  1.000] \\ \hline 
-0.900 & [ 0.900, &  1.000] &  0.966 & [ 0.910, &  1.000] &  0.969 & [ 0.911, &  1.000] &  0.963 & [ 0.908, &  1.000] \\ \hline 
-0.500 & [ 0.500, &  1.000] &  0.827 & [ 0.545, &  0.999] &  0.850 & [ 0.560, &  0.999] &  0.778 & [ 0.528, &  0.995] \\ \hline 
0.000 & [ 0.000, &  1.000] &  0.637 & [ 0.078, &  0.997] &  0.688 & [ 0.114, &  0.998] &  0.470 & [ 0.038, &  0.969] \\ \hline 
0.500 & [ 0.000, &  0.866] &  0.478 & [ 0.052, &  0.839] &  0.495 & [ 0.061, &  0.841] &  0.364 & [ 0.028, &  0.795] \\ \hline 
0.900 & [ 0.000, &  0.436] &  0.221 & [ 0.022, &  0.415] &  0.222 & [ 0.023, &  0.415] &  0.191 & [ 0.016, &  0.404] \\ \hline 
0.990 & [ 0.000, &  0.141] &  0.071 & [ 0.007, &  0.134] &  0.071 & [ 0.007, &  0.134] &  0.067 & [ 0.006, &  0.133] \\ \hline 
0.999 & [ 0.000, &  0.045] &  0.022 & [ 0.002, &  0.042] &  0.022 & [ 0.002, &  0.042] &  0.022 & [ 0.002, &  0.043] \\ \hline 
\end{tabular}

\vspace*{2em}
Quantity response to demand shock
\vspace*{1em}

\begin{tabular}{l|ll|lll|lll|lll}\hline
 & & & \multicolumn{9}{|c}{posterior for $\theta$} \\ \cline{4-12} 
 & & & \multicolumn{3}{|c|}{using prior 1} &  \multicolumn{3}{|c|}{using prior 2} & \multicolumn{3}{|c}{using prior 3} \\ \cline{4-12}
 $\rho$ & \multicolumn{2}{|c|}{identified set} & mean & \multicolumn{2}{c|}{90\% CI} & mean & \multicolumn{2}{c|}{90\% CI} & mean & \multicolumn{2}{c}{90\% CI} \\ \hline 
-0.999 & [ 0.000, &  0.045] &  0.022 & [ 0.002, &  0.042] &  0.022 & [ 0.002, &  0.042] &  0.022 & [ 0.002, &  0.043] \\ \hline 
-0.990 & [-0.000, &  0.141] &  0.071 & [ 0.007, &  0.134] &  0.069 & [ 0.007, &  0.134] &  0.072 & [ 0.007, &  0.134] \\ \hline 
-0.900 & [-0.000, &  0.436] &  0.222 & [ 0.023, &  0.415] &  0.211 & [ 0.020, &  0.412] &  0.237 & [ 0.028, &  0.419] \\ \hline 
-0.500 & [ 0.000, &  0.866] &  0.477 & [ 0.052, &  0.839] &  0.439 & [ 0.043, &  0.828] &  0.560 & [ 0.099, &  0.849] \\ \hline 
0.000 & [-0.000, &  1.000] &  0.637 & [ 0.079, &  0.997] &  0.590 & [ 0.067, &  0.993] &  0.794 & [ 0.248, &  0.999] \\ \hline 
0.500 & [ 0.500, &  1.000] &  0.827 & [ 0.545, &  0.999] &  0.818 & [ 0.542, &  0.998] &  0.890 & [ 0.607, &  1.000] \\ \hline 
0.900 & [ 0.900, &  1.000] &  0.966 & [ 0.910, &  1.000] &  0.966 & [ 0.910, &  1.000] &  0.973 & [ 0.915, &  1.000] \\ \hline 
0.990 & [ 0.990, &  1.000] &  0.997 & [ 0.991, &  1.000] &  0.997 & [ 0.991, &  1.000] &  0.997 & [ 0.991, &  1.000] \\ \hline 
0.999 & [ 0.999, &  1.000] &  1.000 & [ 0.999, &  1.000] &  1.000 & [ 0.999, &  1.000] &  1.000 & [ 0.999, &  1.000] \\ \hline 
\end{tabular}

\end{sidewaystable}
\end{document}
